scientific article; zbMATH DE number 903862
From MaRDI portal
Recommendations
Cited in
(16)- CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS"
- Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
- The game-theoretic capital asset pricing model
- Generalized stable models for financial asset returns
- Finite sample properties of test of Epstein-Zin asset pricing model
- Arbitrage pricing theory and risk-neutral measures
- Exact multivariate tests of asset pricing models with stable asymmetric distributions
- Safety-first analysis and stable Paretian approach to portfolio choice theory
- A testable version of the Pareto-Stable CAPM
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy
- Chi-squared tests for evaluation and comparison of asset pricing models
- Testing the capital asset pricing model with local maximum likelihood methods
- The evolution of capital asset pricing models: update and extension
- scientific article; zbMATH DE number 1532384 (Why is no real title available?)
- Estimating stable latent factor models by indirect inference
- Stable modeling of value at risk
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4885501)